论文标题
莱维过程的样本路径行为条件避免零
Sample path behaviors of Lévy processes conditioned to avoid zero
论文作者
论文摘要
Takeda-Yano确定了Lévy流程的限制，该过程以Doob的$ H $转换为条件，以避免通过各种随机时钟避免零，在这种情况下，限制过程可能会根据随机时钟的选择而有所不同。本文的目的是长期和短时间内研究极限过程的样本路径行为。
Takeda-Yano determined the limit of Lévy processes conditioned to avoid zero via various random clocks in terms of Doob's $h$-transform, where the limit processes may differ according to the choice of random clocks. The purpose of this paper is to investigate sample path behaviors of the limit processes in long time and in short time.
